-48.0%
ZTS vs ARMK
+96.6%
-144.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +2.7% | +2.9% | +5.0% |
| 30D | +12.1% | -1.5% | +13.6% | +12.2% |
| 3M | +11.3% | -11.6% | +22.8% | +14.2% |
| 6M | +14.3% | +6.7% | +7.6% | +11.5% |
| YTD | -31.9% | +47.4% | -79.3% | -39.0% |
| 1Y | -29.3% | +41.5% | -70.7% | -36.0% |
| 3Y | -48.0% | +95.5% | -143.6% | -55.2% |
| All | -48.0% | +96.6% | -144.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling